vEst {StratifiedSampling} | R Documentation |
Variance Estimation for balanced sample
Description
Estimated variance approximation calculated as the conditional variance with respect to the balancing equations of a particular Poisson design. See Tillé (2020)
Usage
vEst(Xauxs, piks, ys)
Arguments
Xauxs |
A matrix of size ( |
piks |
A vector of inclusion probabilities. The vector has the size of the sample |
ys |
A variable of interest.The vector has the size |
Value
Estimated variance of the horvitz-thompson estimator.
References
Tillé, Y. (2020), Sampling and Estimation from finite populations, Wiley,
See Also
Examples
N <- 100
n <- 40
x1 <- rgamma(N,4,25)
x2 <- rgamma(N,4,25)
pik <- rep(n/N,N)
Xaux <- cbind(pik,as.matrix(matrix(c(x1,x2),ncol = 2)))
Xspread <- cbind(runif(N),runif(N))
s <- balseq(pik,Xaux,Xspread)
y <- Xaux%*%c(1,1,3) + rnorm(N,120) # variable of interest
vEst(Xaux[s,],pik[s],y[s])
vDBS(Xaux[s,],Xspread[s,],pik[s],y[s])
vApp(Xaux,pik,y)
[Package StratifiedSampling version 0.4.2 Index]